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UETW.DE vs. NATO.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UETW.DE vs. NATO.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) MSCI World UCITS ETF (USD) Acc (UETW.DE) and HANetf Future of Defence UCITS ETF - Accumulating (NATO.L). The values are adjusted to include any dividend payments, if applicable.

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UETW.DE vs. NATO.L - Yearly Performance Comparison


2026 (YTD)202520242023
UETW.DE
UBS ETF (IE) MSCI World UCITS ETF (USD) Acc
-1.20%8.06%26.50%5.99%
NATO.L
HANetf Future of Defence UCITS ETF - Accumulating
9.21%36.45%40.70%15.33%
Different Trading Currencies

UETW.DE is traded in EUR, while NATO.L is traded in USD. To make them comparable, the NATO.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, UETW.DE achieves a -1.20% return, which is significantly lower than NATO.L's 8.37% return.


UETW.DE

1D
2.13%
1M
-2.03%
YTD
-1.20%
6M
1.88%
1Y
12.50%
3Y*
15.12%
5Y*
10.80%
10Y*

NATO.L

1D
0.00%
1M
-1.48%
YTD
8.37%
6M
0.97%
1Y
27.87%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UETW.DE vs. NATO.L - Expense Ratio Comparison

UETW.DE has a 0.10% expense ratio, which is lower than NATO.L's 0.49% expense ratio.


Return for Risk

UETW.DE vs. NATO.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UETW.DE
UETW.DE Risk / Return Rank: 5656
Overall Rank
UETW.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
UETW.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
UETW.DE Omega Ratio Rank: 4040
Omega Ratio Rank
UETW.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
UETW.DE Martin Ratio Rank: 8282
Martin Ratio Rank

NATO.L
NATO.L Risk / Return Rank: 7979
Overall Rank
NATO.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
NATO.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
NATO.L Omega Ratio Rank: 7575
Omega Ratio Rank
NATO.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
NATO.L Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

UETW.DE vs. NATO.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI World UCITS ETF (USD) Acc (UETW.DE) and HANetf Future of Defence UCITS ETF - Accumulating (NATO.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


UETW.DENATO.LDifference

Sharpe ratio

Return per unit of total volatility

0.79

1.24

-0.45

Sortino ratio

Return per unit of downside risk

1.14

1.81

-0.67

Omega ratio

Gain probability vs. loss probability

1.17

1.23

-0.06

Calmar ratio

Return relative to maximum drawdown

2.84

2.48

+0.36

Martin ratio

Return relative to average drawdown

10.67

6.36

+4.30

UETW.DE vs. NATO.L - Sharpe Ratio Comparison

The current UETW.DE Sharpe Ratio is 0.79, which is lower than the NATO.L Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of UETW.DE and NATO.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UETW.DENATO.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

1.24

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

1.33

-0.59

Correlation

The correlation between UETW.DE and NATO.L is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

UETW.DE vs. NATO.L - Dividend Comparison

Neither UETW.DE nor NATO.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

UETW.DE vs. NATO.L - Drawdown Comparison

The maximum UETW.DE drawdown since its inception was -33.72%, which is greater than NATO.L's maximum drawdown of -21.83%. Use the drawdown chart below to compare losses from any high point for UETW.DE and NATO.L.


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Drawdown Indicators


UETW.DENATO.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.72%

-21.84%

-11.88%

Max Drawdown (1Y)

Largest decline over 1 year

-8.33%

-12.79%

+4.46%

Max Drawdown (5Y)

Largest decline over 5 years

-21.30%

Current Drawdown

Current decline from peak

-3.95%

-5.56%

+1.61%

Average Drawdown

Average peak-to-trough decline

-4.73%

-2.45%

-2.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

4.61%

-2.89%

Volatility

UETW.DE vs. NATO.L - Volatility Comparison

The current volatility for UBS ETF (IE) MSCI World UCITS ETF (USD) Acc (UETW.DE) is 4.19%, while HANetf Future of Defence UCITS ETF - Accumulating (NATO.L) has a volatility of 7.88%. This indicates that UETW.DE experiences smaller price fluctuations and is considered to be less risky than NATO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UETW.DENATO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.19%

7.88%

-3.69%

Volatility (6M)

Calculated over the trailing 6-month period

8.28%

15.96%

-7.68%

Volatility (1Y)

Calculated over the trailing 1-year period

15.81%

22.37%

-6.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.04%

27.96%

-13.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.23%

27.96%

-11.73%